Dawn of War the Dark Crusade has to be my favorite for 2 reasons. I was first introduced to Warhammer by my brother handing me the CD. The second reason is derived from vivid memories as a young teen spending an hour on each mission to march havoc into every level with a giant pyramid + a full population limit reached. DoW 2 deserves mentioning for a man's silence broken.
I still like to play soulstorm with Ultimate Apocalypse mod. Nothing is cooler in an rts than having 5 Baneblades with an Imperial Reaver titan plowing through chaos hordes.
Actually the best 40k-feeling had Final Liberation... now if it only had something more than just the Imperium and Orks... Also Rites of War was pretty good.
Winter Assault. Despite the annoying issue of ending canon, I still find it the best example WH40k's inherently multi-faction story being told in a videogame.
Dark Crusade with the Titanium Wars. It's what DOW should have been and completes the game and fully fleshes out all the factions. Especially Chaos. Plus, it adds Titans. Warhound class, but you don't argue with plasma cannons and turbolasers.
Dark crusade and soulstorm would be my top two DOW's, but Space Marine takes the cake as coming closest to being the 40k I've always wanted though. Of course, along came Eternal Crusade...
